Quantitative Fixed Income Trader

GWP•Denver, CO

1d•Hybrid

About The Position

Develop a deep understanding of the execution framework, actively contributing to strategic initiatives. Conduct independent Transaction Cost Analysis (TCA), leveraging programming skills to optimize performance and enhance the trading framework. Develop sophisticated execution analytics and models, leveraging strong programming skills to build and implement solutions; utilize existing toolkits and products to contribute to new product development. Stay up-to-date with evolving global market structure and regulations to ensure continuous compliance and maintain a competitive advantage. Work directly with stakeholders to design, develop, and implement customized trading solutions. Create insightful content on topics pertinent to fixed income trading, such as market microstructure, trading costs, and various trading products. Apply the aforementioned skill sets and expertise to support requirements gathering, data analysis, and idea presentation crucial for successful Algo Wheel implementations. Carry out other duties as assigned.

Requirements

3–5 years of experience as a Quantitative Analyst within a financial firm, with a strong preference for backgrounds in Fixed Income Execution.
A robust balance of technical and quantitative skills.
In-depth knowledge of Mathematical Finance and Financial Markets, including Algorithmic Trading and Market Microstructure.
Essential knowledge of Machine Learning methodologies, particularly clustering techniques, factor modeling, and advanced statistics.
Familiarity with common trading problem sets, industry benchmarks, Algo Wheel implementations, and current trends in electronic trading.
Demonstrated ability to explain complex technical results clearly to non-technical audiences.
Strong interpersonal and soft skills, capable of fostering collaborative relationships.
Strong programming skills: Python, KDB-Q, and VBA.
Excellent written and verbal communication skills.
Ability to prioritize tasks and manage workload effectively in a fast-paced environment.
Knowledge of financial markets, financial markets function and the impact of economic figures and national/regional/global events on markets
Understanding of issues relating to market abuse and anti-money laundering

Nice To Haves

A degree in a technical field such as Quantitative Finance, Mathematics, Physics, Engineering, Computer Science, or equivalent (exceptions may be considered based upon relevant, equivalent, professional experience).
A strong academic background is expected.
A Finance, Business, Economics, or Mathematics degree discipline would be advantageous.

Responsibilities

Develop a deep understanding of execution framework, actively contributing to strategic initiatives.
Conduct independent Transaction Cost Analysis (TCA), leveraging programming skills to optimize performance and enhance our trading framework.
Develop sophisticated execution analytics and models, leveraging strong programming skills to build and implement solutions; utilize existing toolkits and products to contribute to new product development.
Stay up-to-date with evolving global market structure and regulations to ensure continuous compliance and maintain a competitive advantage.
Work directly with stakeholders to design, develop, and implement customized trading solutions.
Create insightful content on topics pertinent to fixed income trading, such as market microstructure, trading costs, and various trading products.
Apply the aforementioned skill sets and expertise to support requirements gathering, data analysis, and idea presentation crucial for successful Algo Wheel implementations.
Carry out other duties as assigned.

Benefits

Hybrid working and reasonable accommodations
Generous Holiday policies
Paid volunteer time to step away from your desk and into the community
Support to grow through professional development courses, tuition/qualification reimbursement and more
Maternal/paternal leave benefits and family services
Complimentary subscription to Headspace – the mindfulness app
Corporate membership to ClassPass and other health and well-being benefits
Unique employee events and programs including a 14er challenge
Complimentary beverages, snacks and all employee Happy Hours
Competitive compensation
Pension/retirement plans
Various health, wellbeing and lifestyle benefits
Annual Bonus Opportunity